+604.3%
CEG vs MKTX
-51.8%
+656.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -4.8% | -0.2% | -4.5% | -4.8% |
| 30D | +2.3% | +0.7% | +1.6% | +2.3% |
| 3M | +15.6% | +40.8% | -25.2% | +15.8% |
| 6M | -5.0% | -8.0% | +3.0% | -5.1% |
| YTD | -19.0% | -8.7% | -10.3% | -19.1% |
| 1Y | -10.0% | -11.8% | +1.9% | -10.0% |
| 3Y | +163.9% | -24.0% | +188.0% | +160.7% |
| All | +604.3% | -51.8% | +656.1% | +575.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling